Optimal entry to an irreversible investment plan with non convex costs (Q1687372)
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scientific article; zbMATH DE number 6821354
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| default for all languages | No label defined |
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| English | Optimal entry to an irreversible investment plan with non convex costs |
scientific article; zbMATH DE number 6821354 |
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Optimal entry to an irreversible investment plan with non convex costs (English)
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29 December 2017
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continuous-time inventory
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optimal stopping
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singular stochastic control
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irreversible investment
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Ornstein-Uhlenbeck price process
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0.7565196752548218
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0.7455897331237793
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0.7409152388572693
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0.7409045100212097
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0.7398151755332947
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